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Does a leverage ratio requirement increase bank stability?
Kiema, Ilkka; Jokivuolle, Esa - In: Journal of banking & finance 39 (2014), pp. 240-254
Persistent link: https://www.econbiz.de/10010340735
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Do banks' overnight borrowing rates lead their CDS price? : evidence from the Eurosystem
Tölö, Eero; Jokivuolle, Esa; Virén, Matti E. E. - In: Journal of financial intermediation 31 (2017), pp. 93-106
Persistent link: https://www.econbiz.de/10011822430
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Shadow banking : financial intermediation beyond banks
Adrian, Tobias; Chrétien, Edouard; Chui, Michael; … - Shadow Banking: Financial Intermediation beyond Banks …; … - 2018
Persistent link: https://www.econbiz.de/10011790739
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What drives loan losses in Europe?
Jokivuolle, Esa; Pesola, Jarmo; Virén, Matti E. E. - 2014
Persistent link: https://www.econbiz.de/10010237763
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The new basel accord : some potential implications of the new standards for credit risk
Jokivuolle, Esa; Kauko, Karlo - 2001
Persistent link: https://www.econbiz.de/10001560277
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A value-at-risk approach to banks' capital buffers : an application to the new Basel accord
Jokivuolle, Esa; Peura, Samu - 2001
Persistent link: https://www.econbiz.de/10001601790
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Credit allocation, capital requirements and output
Jokivuolle, Esa; Kiema, Ilkka; Vesala, Timo - 2010
Persistent link: https://www.econbiz.de/10008698982
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Rating targeting and dynamic economic capital
Jokivuolle, Esa; Peura, Samu - In: Journal of risk 12 (2009/10) 4, pp. 3-13
Persistent link: https://www.econbiz.de/10003995398
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Credit allocation, capital requirements and procyclicality
Jokivuolle, Esa; Kiema, Ilkka; Vesala, Timo - In: Financial supervision in an uncertain world : papers of …, (pp. 77-87). 2010
Persistent link: https://www.econbiz.de/10009552042
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Cyclical default and recovery in stress testing loan losses
Jokivuolle, Esa; Virén, Matti E. E. - In: Journal of financial stability 9 (2013) 1, pp. 139-149
Persistent link: https://www.econbiz.de/10009745185